Cboe Russell 2000 30-Delta BuyWrite Index (BXRD) www.cboe.com/BXRD

The Cboe Russell 2000 30-Delta BuyWrite Index is designed to track the performance of a hypothetical covered call strategy that holds a long position indexed to the Russell 2000 Index and sells a monthly out-of-the-money (OTM) Russell 2000 Index call option. The call option written is the strike nearest to the 30 Delta at 10:00 a.m. CT on the Roll Date.

The BXRD Index rolls on a monthly basis, typically every third Friday of the month.